Uniqueness of non-gaussian subspace analysis

  • Authors:
  • Fabian J. Theis;Motoaki Kawanabe

  • Affiliations:
  • Institute of Biophysics, University of Regensburg, Regensburg, Germany;Fraunhofer FIRST.IDA, Berlin, Germany

  • Venue:
  • ICA'06 Proceedings of the 6th international conference on Independent Component Analysis and Blind Signal Separation
  • Year:
  • 2006

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Abstract

Dimension reduction provides an important tool for preprocessing large scale data sets. A possible model for dimension reduction is realized by projecting onto the non-Gaussian part of a given multivariate recording. We prove that the subspaces of such a projection are unique given that the Gaussian subspace is of maximal dimension. This result therefore guarantees that projection algorithms uniquely recover the underlying lower dimensional data signals.